+61.8%
CVE vs RRX
+318.9%
-257.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -3.2% |
| 7D | -16.1% | +7.5% | -23.7% | -19.6% |
| 30D | -10.4% | +3.0% | -13.4% | -12.7% |
| 3M | -2.4% | -5.3% | +3.0% | -1.5% |
| 6M | -4.4% | -26.6% | +22.2% | +5.2% |
| YTD | +64.9% | +21.2% | +43.8% | +31.9% |
| 1Y | +66.0% | +25.9% | +40.1% | +28.7% |
| 3Y | +57.7% | +71.7% | -14.0% | -8.2% |
| 5Y | +144.7% | +7.8% | +137.0% | +75.9% |
| 10Y | +139.2% | +242.9% | -103.6% | -18.0% |
| All | +61.8% | +318.9% | -257.1% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling